+534.9%
GEV vs QLD
+79.8%
+455.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.8% | +0.3% | +2.2% |
| 7D | -3.8% | -1.4% | -2.4% | -3.3% |
| 30D | -17.4% | -19.6% | +2.2% | -3.8% |
| 3M | -16.2% | -14.1% | -2.1% | -7.1% |
| 6M | -20.2% | -13.6% | -6.6% | -12.7% |
| YTD | +27.2% | +12.5% | +14.7% | +13.5% |
| 1Y | +44.6% | +13.1% | +31.4% | +29.0% |
| All | +534.9% | +79.8% | +455.1% | +304.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling